+5.6%
HD vs TSN
+10.8%
-5.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -2.1% | -6.3% | +4.3% | -0.7% |
| 30D | -8.4% | -10.8% | +2.4% | -6.0% |
| 3M | +4.3% | -8.8% | +13.1% | +6.3% |
| 6M | -11.1% | -16.8% | +5.7% | -7.7% |
| YTD | -4.7% | -10.0% | +5.3% | -3.4% |
| 1Y | -19.8% | -5.3% | -14.6% | -20.1% |
| All | +5.6% | +10.8% | -5.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling